Dimensionality reduction in forecasting with temporal hierarchies
Peter Nystrup, Erik Lindström, Jan K. Møller, Henrik Madsen
| Year of publication: |
2021
|
|---|---|
| Authors: | Nystrup, Peter ; Lindström, Erik ; Møller, Jan K. ; Madsen, Henrik |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 3, p. 1127-1146
|
| Subject: | Load forecasting | Realized volatility | Reconciliation | Shrinkage | Spectral decomposition | Temporal aggregation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Aggregation | Prognose | Forecast | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012794823